-------- Weitergeleitete Nachricht --------
Machine Learning and Network Analytics in Finance Minitrack
at Hawaii International Conference on System Sciences HICSS-50: January
4-7, 2017 | Hilton Waikoloa Village
This minitrack covers contributions on the use and extension of machine
learning and network analytics in financial and econometric analysis.
Advanced analytics has been present in the finance literature for decades.
However, as a result of developments in the last 15 years, such as the
emergence of technological advances and the 2008 financial crisis, the
importance of contributions utilizing these techniques have increased
significantly. In recent years, it has become crucial to be able to tackle
problems in the financial context involving an unprecedented amount of both
structured and unstructured data. Likewise, the past financial turmoil with
global repercussions has stimulated an interest in advanced approaches for
systemic risk measurement. Machine learning and network analysis techniques
offer tools for the analysis of a wide range of topics in interconnected
financial markets. The purpose of this minitrack is to disseminate
significant results on new models relying of machine learning and network
analytics, together with relevant and important applications of these
models. The scope of the potential contributions to the minitrack is broad
and covers most recent advances in analytics, big data, visual analytics,
soft computing and network analytics in a financial context.
The topics covered by the minitrack include (but are not limited to):
- Predictive analytics including firm and country-level early-warning
indicators and models
- Network analysis, contagion models and topology hierarchies in
financial markets
- Systemic risk measures and financial stress indices
- Stress-testing, scenario analysis and simulation
- Text analytics for semantic and sentiment analysis
- Machine learning in portfolio optimization, value at risk and overall
risk management
For more information, see the conference website:
http://www.hicss.org/#!machine-learning-in-finance/c1qzb
Minitrack Co-Chairs:
Peter Sarlin (Primary Contact)
Hanken School of Economics, Finland
peter@risklab.fi
József Mezei
Åbo Akademi University, Finland
jmezei@abo.fi